NIFTY
NIFTY 50
Historical option data for NIFTY
18 May 2024 04:08 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 May | 22502.00 | 1710.00 | 330.00 | - | 25 | 1,875 | 1,875 | |||
| 17 May | 22466.10 | 1380.00 | - | 0 | 875 | 0 | ||||
| 16 May | 22403.85 | 1380.00 | - | 950 | 875 | 1,875 | ||||
| 15 May | 22200.55 | 1461.80 | - | 500 | 500 | 1,000 | ||||
| 14 May | 22217.85 | 1503.25 | - | 550 | 500 | 500 | ||||
| 13 May | 22104.05 | 1369.90 | - | 150 | 0 | 0 | ||||
|
|
||||||||||
| 10 May | 22055.20 | 1375.20 | - | 0 | 0 | 0 | ||||
| 9 May | 21957.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 8 May | 22302.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 7 May | 22302.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 6 May | 22442.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 3 May | 22475.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 2 May | 22648.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 30 Apr | 22604.85 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 Apr | 22643.40 | 0.00 | - | 0 | 0 | 0 | ||||
| 26 Apr | 22419.95 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY 50 - strike price 20800 expiring on 23MAY2024
Delta for 20800 CE is -
Historical price for 20800 CE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1710.00, which was 330.00 higher than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 1875
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 0
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 1380.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 1875
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 1461.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1000
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 1503.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 1369.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 1375.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 May | 22502.00 | 1.90 | 0.10 | - | 5,68,000 | -77,600 | 9,52,600 |
| 17 May | 22466.10 | 1.80 | - | 59,87,550 | 1,47,000 | 10,30,200 | |
| 16 May | 22403.85 | 2.25 | - | 42,67,100 | 6,92,525 | 8,83,200 | |
| 15 May | 22200.55 | 3.25 | - | 6,96,425 | 53,075 | 1,90,675 | |
| 14 May | 22217.85 | 4.60 | - | 3,64,675 | 52,150 | 1,37,600 | |
| 13 May | 22104.05 | 6.95 | - | 8,22,800 | 75,225 | 85,450 | |
| 10 May | 22055.20 | 8.40 | - | 48,850 | 10,225 | 10,225 | |
| 9 May | 21957.50 | 34.65 | - | 0 | 0 | 0 | |
| 8 May | 22302.50 | 34.65 | - | 0 | 0 | 0 | |
| 7 May | 22302.50 | 34.65 | - | 0 | 0 | 0 | |
| 6 May | 22442.70 | 34.65 | - | 0 | 0 | 0 | |
| 3 May | 22475.85 | 34.65 | - | 0 | 0 | 0 | |
| 2 May | 22648.20 | 34.65 | - | 0 | 0 | 0 | |
| 30 Apr | 22604.85 | 34.65 | - | 0 | 0 | 0 | |
| 29 Apr | 22643.40 | 34.65 | - | 0 | 0 | 0 | |
| 26 Apr | 22419.95 | 34.65 | - | 0 | 0 | 0 | |
For NIFTY 50 - strike price 20800 expiring on 23MAY2024
Delta for 20800 PE is -
Historical price for 20800 PE is as follows
On 18 May NIFTY was trading at 22502.00. The strike last trading price was 1.90, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -77600 which decreased total open position to 952600
On 17 May NIFTY was trading at 22466.10. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 147000 which increased total open position to 1030200
On 16 May NIFTY was trading at 22403.85. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 692525 which increased total open position to 883200
On 15 May NIFTY was trading at 22200.55. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 53075 which increased total open position to 190675
On 14 May NIFTY was trading at 22217.85. The strike last trading price was 4.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 52150 which increased total open position to 137600
On 13 May NIFTY was trading at 22104.05. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 75225 which increased total open position to 85450
On 10 May NIFTY was trading at 22055.20. The strike last trading price was 8.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 10225 which increased total open position to 10225
On 9 May NIFTY was trading at 21957.50. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May NIFTY was trading at 22302.50. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May NIFTY was trading at 22302.50. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May NIFTY was trading at 22442.70. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 May NIFTY was trading at 22475.85. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 May NIFTY was trading at 22648.20. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NIFTY was trading at 22604.85. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr NIFTY was trading at 22643.40. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Apr NIFTY was trading at 22419.95. The strike last trading price was 34.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0